pdMatrix {nlme} | R Documentation |
The positive-definite matrix represented by object
, or a
square-root factor of it is obtained. Letting S denote a
positive-definite matrix, a square-root factor of S is
any square matrix L such that S =
L'L. This function extracts S or L.
pdMatrix(object, factor)
object |
an object inheriting from class pdMat , representing
a positive definite matrix. |
factor |
an optional logical value. If TRUE , a square-root
factor of the positive-definite matrix represented by object
is returned; else, if FALSE , the positive-definite matrix is
returned. Defaults to FALSE . |
if fact
is FALSE
the positive-definite matrix
represented by object
is returned; else a square-root of the
positive-definite matrix is returned.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu
as.matrix.pdMat
, pdFactor
,
corMatrix
pd1 <- pdSymm(diag(1:4)) pdMatrix(pd1)